Job summary:
As a Vice President, Risk Platform Quantitative Developer in Quantitative Research, Athena team, you will focus on pricing and risk investigation, product-specific analysis, software development, discussions with the global QR teams, trading desk and working with global stakeholders to prioritize and manage the book of work.
Job responsibilities:
- Manage and deliver complex projects coordinating with stakeholders such as line of business Quantitative Research teams, trading, market risk, middle office, technology, and other operations groups
- Develop and optimize pricing and risk models and infrastructure for derivatives and implement them in Python
- Contribute to developing our core risk management frameworks in Athena
- Participate in Athena developer community to help develop and grow all aspects of the platform
Required qualifications, capabilities and skills:
- You demonstrate strong analytical and quantitative skills
- You have an excellent understanding of derivative pricing, risk management and business processes of a derivative trading desk
- You demonstrate experience working in pricing libraries and risk frameworks
- You have experience using large scale compute backbone infrastructure to optimize risk calculations
- You have strong product knowledge in at least one asset class
- You have proven technical leadership skills
- You demonstrate strong proficiency in Python programming language
- You have excellent software development skills, experience designing and developing complex, scalable software frameworks
- You demonstrate strong attention to detail and ability to work to very high standards
- You demonstrate clear communication and team skills in a multi-location set up
Preferred qualifications, capabilities and skills:
- You demonstrate excellence in probability theory, stochastic processes, partial differential equations, and numerical analysis
- You demonstrate relevant experience in similar roles in Quant/Strategist supporting large businesses
- You demonstrate proficiency in C++ programming language